An increasingly savvy investor base in Asia is paving the way towards a more customised and managed approach to structured products aimed at private banking investors
The attractions of Singapore’s retail market means MAS’s requirement for international banks to incorporate their local operations will be adhered to
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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Non-residential Indian investors bullish on high-yield strategies and leverage plays in Hong Kong and Singapore as they seek alternatives that can enhance returns
Helping banks by purchasing stock will create moral hazard, says Bank of Japan director-general
The clock is ticking
A reversal of the spread between offshore deliverable forwards and onshore NDFs that caused pain for speculators last year is unlikely to recur, say economists
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Under one accord
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.